+144.2%
RTX vs UPRO
+210.8%
-66.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | -5.1% | -8.7% | +3.5% | -4.0% |
| 30D | +5.1% | -16.9% | +22.0% | +7.6% |
| 3M | -14.8% | -15.3% | +0.4% | -13.1% |
| 6M | +8.0% | -5.7% | +13.8% | +8.0% |
| YTD | +4.5% | +12.1% | -7.6% | +1.1% |
| 1Y | +9.8% | +16.4% | -6.6% | +5.6% |
| 3Y | +144.2% | +210.5% | -66.3% | +115.0% |
| All | +144.2% | +210.8% | -66.6% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling